Version: 91.1

\[\\[.0005in]\] PARAMETERS OPTIMIZED
PPO.Entry.type.of.fast.moving.average and PPO.Entry.Fast.Length

BEST PARAMETERS
PPO.Entry.type.of.fast.moving.average = TEMA
PPO.Entry.Fast.Length = 4
Profit account= 93 (per day adjusted to desire% DD )
Activity = 4.51 (Cumulative number of entries in all pairs per week)
Desire DD = 10

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Profit per day standardized to the desire percent dropdown
Exclude pairs that when standardized to DD enter with less than $1,000 and pairs that fail to enter once a week



Capping pairs profit per day standardized to a desire percent dropdown
The figure below is like the one above but capping the profits of all pairs to a traget of 1%, this avoids biasing the summary results of an account when only a handful of pairs yield very large profits. This figure basically trying to provide a sense of the extent to which the strategy is profitable across pairs.



Comparison to prior optimizations of this robot. Double click on the plot to deselect all columns.



Number of pairs that meet 1% profit target



Results for PPO.Entry.type.of.fast.moving.average = TEMA and PPO.Entry.Fast.Length = 4

Best parameters
Profit nDays MaxDDMoney nLostEntries nEntries nWinTrades PercDD X Y Pair DDAccount DD3Perc MoneyEntryAdjusted ProfitAt3Perc ProfitStan3PercDay PercentDaysActive FailByAmount
341 69330.33 874.44 16357.36 6 491 382 -54.5 TEMA 4 NZDUSD 54.52453 18.340368 5502.1104 12715.438 14.541235 0.5615022 No
291 41250.26 852.30 11344.79 5 310 233 -37.8 TEMA 4 GBPUSD 37.81597 26.443857 7933.1570 10908.160 12.798498 0.3637217 No
91 11634.80 838.84 3633.77 4 121 95 -12.1 TEMA 4 EURGBP 12.11257 82.558885 24767.6655 9605.561 11.451005 0.1442468 No
141 53956.93 861.10 18946.45 6 365 263 -63.2 TEMA 4 EURJPY 63.15483 15.834101 4750.2303 8543.595 9.921722 0.4238764 No
41 82458.53 874.70 35120.77 7 487 374 -117.1 TEMA 4 AUDUSD 117.06923 8.541954 2562.5862 7043.570 8.052555 0.5567623 No
541 111422.41 874.30 51313.80 6 672 498 -171.0 TEMA 4 XAUUSD 171.04600 5.846381 1753.9142 6514.178 7.450736 0.7686149 No
191 92907.95 858.13 44710.87 6 267 193 -149.0 TEMA 4 EURUSD 149.03623 6.709778 2012.9333 6233.917 7.264537 0.3111417 No
391 37989.15 858.32 21648.65 6 197 143 -72.2 TEMA 4 USDCAD 72.16217 13.857677 4157.3031 5264.414 6.133393 0.2295181 No
241 117523.88 870.57 74461.74 7 420 296 -248.2 TEMA 4 GBPJPY 248.20580 4.028915 1208.6744 4734.937 5.438893 0.4824425 No
441 38985.95 861.58 26012.45 5 264 190 -86.7 TEMA 4 USDCHF 86.70817 11.532939 3459.8817 4496.226 5.218582 0.3064138 No
491 186991.03 871.69 142025.16 8 352 248 -473.4 TEMA 4 USDJPY 473.41720 2.112302 633.6905 3949.815 4.531215 0.4038133 Yes

Results by pair

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Results by pair capped to desired 1% profit
This is the same as above, but caps pairs to max desire profit to avoid visual bias by pairs with very lage profits

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Results within desire DD, top 5 with most winning trades, and ranked by Profit per day at desire DD
One is in the search of a unique combination of parameters that can be used across forex pairs; the reality is, however, that they represent countries with vast differences in economic power, which can cause specific patterns within certain pairs, thus, in most likelihoods parameters are specific to each forex pair. Here I show the best results for each pair.

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Default parameters
Parameter Value
3 Name.for.robot CloseBackBBPPO
4 Source close
5 Starting.account.balance 30 000
6 Enter.with.this.Percent.of.account.balance 100
7 Minimum.profit.take 0.2
8 Profit.Take.Extension.Factor..PTEF.. 0.2
9 Dilute.retake.by.this.fraction 1
10 Percent.price.extention.to.re.enter 10
11 BB.Length.Bollinger.bands.to.Enter 45
12 BB.Number.of.SDs.to.Enter 2.5
13 Reversal.Direction.FastBLAI True
14 BLAI.Timeframe 15 minutes
15 BLAI.length 60
16 Reversal.Direction.SlowBLAI False
17 BLAISlow.Timeframe 1 hour
18 BLAISlow.length 60
19 Reversal.Positioning.PPO True
20 PPOthreshold -0.6
21 PPO.Entry.Timeframe 15 minutes
22 PPO.Entry.type.of.fast.moving.average Jurik
23 PPO.Entry.Fast.Length 8
24 PPO.Entry.type.of.slow.moving.average SMA
25 PPO.Entry.Slow.Length 300
26 BB.Exit.length 15
27 BB.Exit.number.of.SDs 1.5